非齐次泊松过程下的截断δ-冲击模型

本文研究了一类特殊的冲击模型-截断δ-冲击模型,利用可靠性理论得到了此类冲击模型系统寿命可靠度函数及其上界、矩存在的充分条件、失效率函数及寿命分布类,将截断δ-冲击模型由基础过程为齐次泊松过程情形推广到了非齐次泊松过程情形.     

双模冗余非马尔可夫模型可修系统分析

文章采用补充变量, 将双模冗余系统的非马尔可夫模型转化为马尔可夫过程模型, 针对该模型进行可靠性估计, 比较了不计维修时系统的寿命分布, 介绍了快修条件下系统的可靠性工作特点.牵引变压器应用研究表明这种分析方法是十分有效的.     

CIMS缓冲区分配工件的阈值控制策略及其优化

本文对两个并行不同的工作站，在有限的缓冲区中，提出了一类分配工件的阈值控制策略．首先利用结构矩阵分析理论，在这类阈值控制策略下给出了这个CIMS可靠性模型的随机结构，得到了系统的稳态生产率和稳态可用度，推导了这类阈位控制策略的两类持续时间的分布，然后在保证系统稳态生产率最大的目标下，得到了这类阈值控制策略的PW－最优解和PT－最优解．     

一类非均匀采样系统的最优状态滤波器

研究了一类非均匀采样离散随机系统的最优滤波问题,其中系统状态以快速率均匀进行更新,观测以慢速率非均匀进行采样,且状态更新率为观测采样率的整数倍.建立了在观测采样点上的非增广的状态模型.应用射影理论提出了在观测采样点上的线性最小方差最优状态滤波器.进而,基于观测采样点上的状态估值,提出了在状态更新点上的状态滤波器.最后,分析了所提出的滤波器的渐近稳定性和稳态性能.仿真研究验证了算法的有效性.     

具有随机保费风险模型破产概率的下界及渐近表示

本文研究一类推广的风险模型,其保费收入过程不再是时间的线性函数.利用寿命分布类D-NBU我们获得了破产概率的一些下界.利用破产概率所满足的一个更新方程,我们还得到了关于破产概率的一个渐近表达式.     

标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

混合型装配线平衡问题求解方法研究

对混合型装配线平衡问题进行了描述和数学建模,提出一种启发式求解算法,求解目标是最小化工作站数目.为进一步优化求解结果,对启发式算法求解的结果进行仿真研究,分析各工作站的工作率、等待率和阻塞率,并以此为依据调整部分作业任务的分配,允许不同品种产品的相同作业任务安排在不同的工作站中,以对求解结果进行修正,进一步均衡各工作站的作业量.该求解方法既简化了求解过程,又兼顾到了系统的瞬时特性和作业任务的不可拆分性对求解结果的影响,实例分析验证了方法的有效性.     

有优先权且工作故障与贮备故障后的修理时间不相同的温贮备系统的可靠性分析

为了解决开关寿命为连续随机变量且部件工作故障的修理时间与贮备故障后的修理时间各不相同的问题,利用Markov过程理论和Laplace变换方法,研究了有优先权的两不同型部件和两不同修理工组成的温贮备可修系统.假定部件的工作寿命、贮备寿命、工作故障的修理时间和贮备故障的修理时间均服从不同的指数分布,得到了该系统的可靠度Laplace变换和系统的首次故障前平均时间的解析表达式.     

基于软硬件特性的可修复计算机系统解的存在唯一性

主要利用补充变量的方法建立了由硬件和软件串联组成的计算机系统数学模型,其中硬件修复如新;软件进行周期性维修,修复后寿命逐渐减小,经过一段时间后对其进行大修使之恢复如新.在假设硬件和软件的寿命服从指数分布,而修理时间服从一般分布的条件下,运用积分方程理论讨论了系统非负解存在唯一性问题.     

应用驱动的企业信息系统动态数据更新策略研究

大数据时代下,外界数据源的快速变化为保证企业信息系统中动态数据的及时性带来巨大挑战。以企业资源计划(Enterprise Resource Planning, ERP)系统中动态的采购数据为研究对象,从数据应用角度研究如何以及何时更新ERP系统中的采购数据,从而使系统更新成本与数据过时成本最优的问题。将ERP系统中采购数据动态更新过程刻画为马尔科夫决策过程,设计了求解数据最优更新策略的动态规划算法。通过数值分析的对比结果发现,相对于传统的基于固定周期的数据更新策略而言,应用驱动的非固定周期动态数据更新策略不仅能有效保证动态数据的及时性,还能够有效降低企业的数据更新成本。     

On transience of Lévy-type processes

In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called Lévy-type processes. As a main result, we derive Chung-Fuchs type conditions (in terms of the symbol of the corresponding pseudo-differential operator) for these properties, which are sharp for Lévy processes. Also, as a consequence, we discuss the weak and strong transience with respect to the dimension of the state space and Pruitt indices, thus generalizing some well-known results related to elliptic diffusion and stable Lévy processes. Finally, in the case when the symbol is radial (in the co-variable) we provide conditions for the weak and strong transience in terms of the Lévy measures.     

相依修理的可修排队系统 MAP/PH(M/PH)/2

系统地研究了两个不同并行服务台的可修排队系统MAP/PH(M/PH)/2,其中两个不同的服务台拥有一个修理工.若其中一台处于修理状态,则另一台失效后就处于待修状态.利用拟生灭过程理论,我们首先讨论了两个服务台的广义服务时间的相依性,然后给出了系统的稳态可用度和稳态故障度,最后得到了系统首次失效前的时间分布及其均值.     

CIMS环境下技术创新的组织

本文探讨了ＣＩＭＳ环境下企业技术创新的组织问题，提出了ＣＩＭＳ环境下技术创新的组织结构和组织形式，为ＣＩＭＳ环境下企业技术创新组织的重构提供了参考。     

Infinite horizon asymptotic average optimality for large-scale parallel server networks

We study infinite-horizon asymptotic average optimality for parallel server networks with multiple classes of jobs and multiple server pools in the Halfin–Whitt regime. Three control formulations are considered: (1) minimizing the queueing and idleness cost, (2) minimizing the queueing cost under constraints on idleness at each server pool, and (3) fairly allocating the idle servers among different server pools. For the third problem, we consider a class of bounded-queue, bounded-state (BQBS) stable networks, in which any moment of the state is bounded by that of the queue only (for both the limiting diffusion and diffusion-scaled state processes). We show that the optimal values for the diffusion-scaled state processes converge to the corresponding values of the ergodic control problems for the limiting diffusion. We present a family of state-dependent Markov balanced saturation policies (BSPs) that stabilize the controlled diffusion-scaled state processes. It is shown that under these policies, the diffusion-scaled state process is exponentially ergodic, provided that at least one class of jobs has a positive abandonment rate. We also establish useful moment bounds, and study the ergodic properties of the diffusion-scaled state processes, which play a crucial role in proving the asymptotic optimality.     

Differential equations and solution of linear systems

Many iterative processes can be interpreted as discrete dynamical systems and, in certain cases, they correspond to a time discretization of differential systems. In this paper, we propose to derive iterative schemes for solving linear systems of equations by modeling the problem to solve as a stable state of a proper differential system; the solution of the original linear problem is then computed numerically by applying a time marching scheme. We discuss some aspects of this approach, which allows to recover some known methods but also to introduce new ones. We give convergence results and numerical illustrations. AMS subject classification 65F10, 65F35, 65L05, 65L12, 65L20, 65N06     

The asymptotic behavior of the strong solutions for a non-autonomous non-local PDE model with delay

In this paper, we study the asymptotic behavior of the strong solutions of a non-autonomous non-local PDE model with time delay. We present the existence and structure of the uniform attractor by constructing the skew product flow of the family of processes generated by the strong solutions. In order to obtain the existence of the uniform attractor, we prove the family of processes satisfies uniform condition (C) by using some special technique of phase space decomposition. Additionally, it is shown that all the bounded complete trajectories are globally asymptotic stable under some assumptions. As the application of our result, we obtain a globally asymptotic stable nontrivial strong periodic solution of a non-local PDE model.     

A Markovian single server with upstream job and downstream demand arrival stream

In this paper we consider a Markovian single server system which processes items arriving from an upstream region (as usual in queueing systems) and is controlled by a demand arrival stream for finished items from a downstream area. A finite storage is available at the server to store finished items not immediately needed in the downstream area. The system considered corresponds to an assembly-like queue with two input streams. The system is stable in a strict sense only if all queues are finite, i.e., both random processes are synchronized via blocking. This notion leads to a complementary system with a very similar state space which is a pair of Markovian single servers with synchronous arrivals. In the mathematical analysis the main focus is on the state probabilities and expectation of minimum and maximum of the two input queues. This revised version was published online in June 2006 with corrections to the Cover Date.     

On Non-Continuous Dirichlet Processes

We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C ¹ transformation.     

Holomorphic transforms with application to affine processes

In a rather general setting of Itô-Lévy processes we study a class of transforms (Fourier for example) of the state variable of a process which are holomorphic in some disc around time zero in the complex plane. We show that such transforms are related to a system of analytic vectors for the generator of the process, and we state conditions which allow for holomorphic extension of these transforms into a strip which contains the positive real axis. Based on these extensions we develop a functional series expansion of these transforms in terms of the constituents of the generator. As application, we show that for multi-dimensional affine Itô-Lévy processes with state dependent jump part the Fourier transform is holomorphic in a time strip under some stationarity conditions, and give log-affine series representations for the transform.